FINANCE dataset

Portfolio-Insurance-Strategies

  • Maintainer: Rainer Schlittgen
  • License: GPL
  • Last published: 2021-10-30

About the dataset

  • Number of rows: 7529
  • Number of columns: 5
  • Class: mts, ts, matrix

Column names and types

  • CPPI:numeric
  • TIPP:numeric
  • StopLoss:numeric
  • SyntheticPut:numeric
  • CASH:numeric